AlphaGBM Tepper Panic-Buy Signal

David Tepper made two historic panic-bottom calls: March 2009 ("I'm betting on the Fed") and March 2020 (COVID bottom). Both had identical fingerprints: VIX spiked > 40, multi-indicator fear was maxed, and Tepper loaded quality large-caps (banks 2009, SPY/QQQ 2020).

This skill mechanizes that fingerprint.

The Signal Logic

Three gates must all pass for the signal to arm:

1. VIX ≥ 35 — extreme fear, not just elevated
2. FearScore ≥ 80 — multi-indicator panic (reuses existing FearScore module: VIX + IV Rank + RSI + Volume + Put/Call + Consec-Down-Days)
3. Quality filter — market cap > $50B AND profit margin > 0 (no memes, concept stocks, or pre-revenue small caps)

When all three pass → signal: true, level: armed.

Signal Levels

Tepper's own framework includes "do nothing" as a first-class state. Most calls to this endpoint will return cold — that's by design. The value isn't in the signal firing often, it's in never missing a VIX > 40 event.

Why This Is a Separate Skill

alphagbm-fear-score gives the raw panic index. alphagbm-vix-status gives the VIX tier. This skill combines them with Tepper's specific criteria (quality filter + threshold rules) to produce a single yes/no decision.

How to Use

Input:

• ticker (optional, default SPY) — the quality-filter applies to this ticker

Output:

• vix, fear_score — the two input signals
• vix_pass, fear_pass, quality_pass — per-gate booleans
• signal — final boolean
• level — armed / watch / near / cold
• recommended_etfs — ["SPY", "QQQ", "DIA"] (quality large-cap universe)
• advice_zh, advice_en — natural-language prescription

Example Queries

• is this a Tepper buy signal → call with default SPY
• panic-buy check on QQQ → substitute QQQ
• should I buy the panic now → returns cold if calm → "wait, this is the patience state"
• am I missing a historic bottom → the only time this fires, the answer is "yes, don't miss it"
• Tepper-style entry for DIA → quality large-cap → passes quality filter

Mock Data

Mock data in mock-data/tepper-signal/ — samples for armed (VIX 42, Fear 85) and cold (VIX 17, Fear 35).

API Endpoint

POST /api/masters/tepper-signal
Content-Type: application/json

Request body:

{"ticker": "SPY"}

Response shape:

{
  "success": true,
  "ticker": "SPY",
  "vix": 42.0,
  "fear_score": 85,
  "vix_pass": true,
  "fear_pass": true,
  "quality_pass": true,
  "signal": true,
  "level": "armed",
  "recommended_etfs": ["SPY", "QQQ", "DIA"],
  "advice_zh": "信号激活 — VIX 42.0、FearScore 85。按 Tepper 2009/2020 规则,分批买入大盘质量 ETF (SPY, QQQ, DIA)。不要买概念股或小盘股。",
  "advice_en": "Signal armed — VIX 42.0, FearScore 85. Per Tepper 2009/2020, scale into quality large-cap ETFs (SPY, QQQ, DIA). No memes, no small caps.",
  "timestamp": "2026-04-24T08:00:00"
}

Pricing: 1 option-analysis credit per call; 5-min cache per ticker (cache hits free).

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